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    Parseval's Theorem

    Uploaded by

    thanque7182
    This document provides proofs of Parseval's theorem and the convolution theorem using the integral representation of the Dirac delta function. 1. Parseval's theorem states that the integral of the product of two functions over time is equal to the integral of the product of their Fourier transforms over frequency. This is proved using the delta function property and rearranging the order of integration. 2. Taking the two functions to be equal gives Parseval's theorem, also known as the energy theorem, which relates the energy of a function over time and frequency. 3. The convolution theorem states that the Fourier transform of the convolution of two functions is equal to the product of their individual Fourier transforms. This is proved by changing the

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    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd

    Parseval's Theorem

    Uploaded by

    thanque7182
    814 views2 pages
    This document provides proofs of Parseval's theorem and the convolution theorem using the integral representation of the Dirac delta function. 1. Parseval's theorem states that the integral of the product of two functions over time is equal to the integral of the product of their Fourier transforms over frequency. This is proved using the delta function property and rearranging the order of integration. 2. Taking the two functions to be equal gives Parseval's theorem, also known as the energy theorem, which relates the energy of a function over time and frequency. 3. The convolution theorem states that the Fourier transform of the convolution of two functions is equal to the product of their individual Fourier transforms. This is proved by changing the

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    © Attribution Non-Commercial (BY-NC)

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    This document provides proofs of Parseval's theorem and the convolution theorem using the integral representation of the Dirac delta function. 1. Parseval's theorem states that the integral of the product of two functions over time is equal to the integral of the product of their Fourier transforms over frequency. This is proved using the delta function property and rearranging the order of integration. 2. Taking the two functions to be equal gives Parseval's theorem, also known as the energy theorem, which relates the energy of a function over time and frequency. 3. The convolution theorem states that the Fourier transform of the convolution of two functions is equal to the product of their individual Fourier transforms. This is proved by changing the

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    814 views2 pages

    Parseval's Theorem

    Uploaded by

    thanque7182
    This document provides proofs of Parseval's theorem and the convolution theorem using the integral representation of the Dirac delta function. 1. Parseval's theorem states that the integral of the product of two functions over time is equal to the integral of the product of their Fourier transforms over frequency. This is proved using the delta function property and rearranging the order of integration. 2. Taking the two functions to be equal gives Parseval's theorem, also known as the energy theorem, which relates the energy of a function over time and frequency. 3. The convolution theorem states that the Fourier transform of the convolution of two functions is equal to the product of their individual Fourier transforms. This is proved by changing the

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    Proofs of Parsevals Theorem & the Convolution Theorem

    (using the integral representation of the -function)


    1 The generalization of Parsevals theorem
    The result is
    _

    f(t)g(t)

    dt =
    1
    2
    _

    f()g()

    d (1)
    This has many names but is often called Plancherels formula.
    The key step in the proof of this is the use of the integral representation of the -function
    () =
    1
    2
    _

    e
    i
    d or () =
    1
    2
    _

    e
    i
    d . (2)
    We frstly invoke the inverse Fourier transform
    f(t) =
    1
    2
    _

    f()e
    it
    d (3)
    and then use this to re-write the LHS of (1) as
    _

    f(t)g(t)

    dt =
    _

    _
    1
    2
    _

    f()e
    it
    d
    __
    1
    2
    _

    g(

    e
    i

    t
    d

    _
    dt . (4)
    Re-arranging the order of integration we obtain
    _

    f(t)f(t)

    dt =
    _
    1
    2
    _
    2
    _

    f()g(

    __

    e
    i(

    )t
    dt
    _
    . .
    Use deltafn here
    d

    d . (5)
    The version of the integral representation of the -function we use in (2) above is
    (

    ) =
    1
    2
    _

    e
    it(

    )
    dt . (6)
    Using this in (5), we obtain
    _

    f(t)g(t)

    dt =
    1
    2
    _

    f()
    __

    g(

    ) d

    _
    d
    =
    1
    2
    _

    f()g()

    d . (7)
    (7) comes about because of the general -function property
    _

    F(

    )(

    ) d

    = F().
    2 Parsevals theorem (also known as the energy theorem)
    Taking g = f in (1) we immediately obtain
    _

    |f(t)|
    2
    dt =
    1
    2
    _

    |f()|
    2
    d . (8)
    The LHS side is energy in temporal space while the RHS is energy in spectral space.
    Example: Sheet 6 Q6 asks you to use Parsevals Theorem to prove that
    _

    dt
    (1+t
    2
    )
    2
    = /2.
    The integral can be evaluated by the Residue Theorem but to use Parsevals Theorem you will
    need to evaluate f() =
    _

    e
    it
    dt
    1+t
    2
    . To fnd this, construct the complex integral
    _
    C
    e
    iz
    dz
    1+z
    2
    and
    take the semi-circle C in the upper (lower) half-plane when < 0 (> 0). The answers are e

    when < 0 and e

    when > 0. Then evaluate the RHS of (8) in its two parts.
    1
    3 The Convolution theorem and the auto-correlation function
    The statement of the Convolution theorem is this: for two functions f(t) and g(t) with Fourier
    transforms F[f(t)] = f() and F[g(t)] = g(), with convolution integral defned by
    1
    f g =
    _

    f(u)g(t u) du, (10)


    then the Fourier transform of this convolution is given by
    F (f g) = f() g() . (11)
    To prove (11) we write it as
    F (f g) =
    _

    e
    it
    __

    f(u)g(t u) du
    _
    dt . (12)
    Now defne = t u and divide the order of integration to fnd
    F (f g) =
    _

    e
    iu
    f(u) du
    _

    e
    i
    g() d = f() g() . (13)
    This step is allowable because the region of integration in the u plane is infnite. As we shall
    later, with Laplace transforms this is not the case and requires more care.
    The normalised auto-correlation function is related to this and is given by
    (t) =
    _

    f(u)f

    (t u) du
    _

    |f(u)|
    2
    du
    . (14)
    1
    It makes no diference which way round the f and the g inside the integral are placed: thus we could write
    f g =
    _

    f(t u)g(u) du. (9)


    2

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